Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.289783 0.314791 0.341850 0.373461 0.409574 0.449782 0.498271
2025-06-29 0.255634 0.287613 0.324103 0.369289 0.424406 0.490349 0.576626
2025-07-06 0.228406 0.263398 0.304869 0.358476 0.427218 0.514293 0.636201
2025-07-13 0.214926 0.253316 0.300383 0.363671 0.448752 0.562705 0.733642
2025-07-20 0.203865 0.244720 0.296275 0.368015 0.468609 0.610444 0.837772
2025-07-27 0.192321 0.234282 0.288482 0.366066 0.478799 0.645004 0.927796
2025-08-03 0.183750 0.226886 0.283821 0.367523 0.493383 0.687301 1.038047
2025-08-10 0.172105 0.214519 0.271357 0.356516 0.487780 0.696730 1.092744
2025-08-17 0.161178 0.202438 0.258419 0.343614 0.477678 0.697075 1.130166
2025-08-24 0.155096 0.196629 0.253844 0.342623 0.486018 0.729177 1.235664
2025-08-31 0.152768 0.195847 0.256284 0.352302 0.512462 0.796535 1.431415
2025-09-07 0.148261 0.191691 0.253479 0.353459 0.524526 0.839171 1.585227
2025-09-14 0.142843 0.186101 0.248426 0.350977 0.530623 0.872584 1.731646
2025-09-21 0.137929 0.180997 0.243796 0.348792 0.536964 0.907513 1.895050
2025-09-28 0.131662 0.173618 0.235295 0.339553 0.529382 0.912241 1.977317
2025-10-05 0.129270 0.171865 0.235346 0.344675 0.549233 0.979468 2.273347
2025-10-12 0.126816 0.169884 0.234896 0.348838 0.567643 1.047094 2.608603
2025-10-19 0.123242 0.166036 0.231259 0.347105 0.574064 1.087674 2.873435
2025-10-26 0.120554 0.163425 0.229458 0.348483 0.586953 1.146826 3.250789
2025-11-02 0.115677 0.157249 0.221581 0.338313 0.574579 1.138764 3.338955
2025-11-09 0.110706 0.150774 0.212980 0.326368 0.557474 1.115864 3.351170
2025-11-16 0.108179 0.148036 0.210420 0.325452 0.564154 1.158762 3.711107
2025-11-23 0.107679 0.148446 0.213071 0.334421 0.593543 1.271977 4.556439